ECBOT 10 Year T-Note Future September 2012
Trading Metrics calculated at close of trading on 14-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
133-075 |
133-230 |
0-155 |
0.4% |
134-240 |
High |
133-255 |
133-265 |
0-010 |
0.0% |
134-295 |
Low |
132-290 |
133-070 |
0-100 |
0.2% |
133-045 |
Close |
133-230 |
133-165 |
-0-065 |
-0.2% |
133-155 |
Range |
0-285 |
0-195 |
-0-090 |
-31.6% |
1-250 |
ATR |
0-222 |
0-220 |
-0-002 |
-0.9% |
0-000 |
Volume |
1,336,081 |
1,190,718 |
-145,363 |
-10.9% |
6,156,314 |
|
Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-112 |
135-013 |
133-272 |
|
R3 |
134-237 |
134-138 |
133-219 |
|
R2 |
134-042 |
134-042 |
133-201 |
|
R1 |
133-263 |
133-263 |
133-183 |
133-215 |
PP |
133-167 |
133-167 |
133-167 |
133-142 |
S1 |
133-068 |
133-068 |
133-147 |
133-020 |
S2 |
132-292 |
132-292 |
133-129 |
|
S3 |
132-097 |
132-193 |
133-111 |
|
S4 |
131-222 |
131-318 |
133-058 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-062 |
138-038 |
134-148 |
|
R3 |
137-132 |
136-108 |
133-312 |
|
R2 |
135-202 |
135-202 |
133-260 |
|
R1 |
134-178 |
134-178 |
133-207 |
134-065 |
PP |
133-272 |
133-272 |
133-272 |
133-215 |
S1 |
132-248 |
132-248 |
133-103 |
132-135 |
S2 |
132-022 |
132-022 |
133-050 |
|
S3 |
130-092 |
130-318 |
132-318 |
|
S4 |
128-162 |
129-068 |
132-162 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134-055 |
132-180 |
1-195 |
1.2% |
0-282 |
0.7% |
59% |
False |
False |
1,230,576 |
10 |
134-310 |
132-180 |
2-130 |
1.8% |
0-262 |
0.6% |
40% |
False |
False |
1,283,723 |
20 |
134-310 |
132-030 |
2-280 |
2.2% |
0-224 |
0.5% |
49% |
False |
False |
860,333 |
40 |
134-310 |
130-050 |
4-260 |
3.6% |
0-174 |
0.4% |
70% |
False |
False |
432,728 |
60 |
134-310 |
127-180 |
7-130 |
5.5% |
0-138 |
0.3% |
80% |
False |
False |
288,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
136-134 |
2.618 |
135-136 |
1.618 |
134-261 |
1.000 |
134-140 |
0.618 |
134-066 |
HIGH |
133-265 |
0.618 |
133-191 |
0.500 |
133-168 |
0.382 |
133-144 |
LOW |
133-070 |
0.618 |
132-269 |
1.000 |
132-195 |
1.618 |
132-074 |
2.618 |
131-199 |
4.250 |
130-201 |
|
|
Fisher Pivots for day following 14-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
133-168 |
133-156 |
PP |
133-167 |
133-147 |
S1 |
133-166 |
133-138 |
|